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Anne Opschoor

Anne Opschoor

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Opschoor-Anne Anne Opschoor, PhD
Associate Professor of Finance
School of Business and Economics
Department of Finance, office 7A-60
Vrije Universiteit Amsterdam
De Boelelaan 1105
1081 HV Amsterdam, The Netherlands
T: +31 20 59 82663
Email: a.opschoor@vu.nl

 

 

News

  • February 2026: Paper accepted for publication in Journal of Applied Econometrics
  • September 2024: Paper ”The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices” accepted for publication in JFECTR
  • July 2023: Paper accepted for publication in Journal of Applied Econometrics
  • February 2022: Paper accepted for publication in International Journal of Forecasting
  • August 2020: Paper `Observation-driven Models for Realized Variances and Overnight Returns Applied to Value-at-Risk and Expected Shortfall Forecasting’ accepted for publication in IJF

News

  • February 2026: Paper accepted for publication in Journal of Applied Econometrics
  • September 2024: Paper ”The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices” accepted for publication in JFECTR
  • July 2023: Paper accepted for publication in Journal of Applied Econometrics
  • February 2022: Paper accepted for publication in International Journal of Forecasting
  • August 2020: Paper `Observation-driven Models for Realized Variances and Overnight Returns Applied to Value-at-Risk and Expected Shortfall Forecasting’ accepted for publication in IJF

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